+78.7%
META vs VSXY
+42.7%
+36.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -1.0% |
| 7D | +6.0% | -6.8% | +12.8% | +6.8% |
| 30D | +3.6% | -20.4% | +24.0% | +6.6% |
| 3M | +4.9% | +2.9% | +2.0% | +3.9% |
| 6M | -4.7% | +67.9% | -72.6% | -13.8% |
| YTD | -6.9% | +44.9% | -51.8% | -14.5% |
| 1Y | -18.2% | +205.9% | -224.1% | -34.1% |
| 3Y | +107.8% | +373.9% | -266.1% | +41.3% |
| 5Y | +63.9% | +23.5% | +40.4% | +38.5% |
| All | +78.7% | +42.7% | +36.1% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VSXY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling